+310.6%
COHR vs COMP
-52.3%
+362.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.8% | -2.3% |
| 7D | +10.9% | -8.4% | +19.3% | +12.8% |
| 30D | -10.8% | -20.2% | +9.4% | -7.0% |
| 3M | -17.4% | +28.1% | -45.4% | -22.4% |
| 6M | +12.5% | +14.9% | -2.4% | +6.5% |
| YTD | +58.8% | -4.2% | +63.0% | +55.0% |
| 1Y | +183.3% | +10.2% | +173.1% | +165.7% |
| 3Y | +783.0% | +203.3% | +579.7% | +529.3% |
| 5Y | +377.2% | -29.2% | +406.5% | +307.1% |
| All | +310.6% | -52.3% | +362.9% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling